NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.573 |
0.003 |
0.1% |
3.460 |
| High |
3.570 |
3.573 |
0.003 |
0.1% |
3.573 |
| Low |
3.510 |
3.417 |
-0.093 |
-2.6% |
3.417 |
| Close |
3.547 |
3.427 |
-0.120 |
-3.4% |
3.427 |
| Range |
0.060 |
0.156 |
0.096 |
160.0% |
0.156 |
| ATR |
0.068 |
0.075 |
0.006 |
9.2% |
0.000 |
| Volume |
511 |
1,336 |
825 |
161.4% |
3,032 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.840 |
3.513 |
|
| R3 |
3.784 |
3.684 |
3.470 |
|
| R2 |
3.628 |
3.628 |
3.456 |
|
| R1 |
3.528 |
3.528 |
3.441 |
3.500 |
| PP |
3.472 |
3.472 |
3.472 |
3.459 |
| S1 |
3.372 |
3.372 |
3.413 |
3.344 |
| S2 |
3.316 |
3.316 |
3.398 |
|
| S3 |
3.160 |
3.216 |
3.384 |
|
| S4 |
3.004 |
3.060 |
3.341 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.840 |
3.513 |
|
| R3 |
3.784 |
3.684 |
3.470 |
|
| R2 |
3.628 |
3.628 |
3.456 |
|
| R1 |
3.528 |
3.528 |
3.441 |
3.500 |
| PP |
3.472 |
3.472 |
3.472 |
3.459 |
| S1 |
3.372 |
3.372 |
3.413 |
3.344 |
| S2 |
3.316 |
3.316 |
3.398 |
|
| S3 |
3.160 |
3.216 |
3.384 |
|
| S4 |
3.004 |
3.060 |
3.341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.573 |
3.417 |
0.156 |
4.6% |
0.073 |
2.1% |
6% |
True |
True |
1,159 |
| 10 |
3.573 |
3.331 |
0.242 |
7.1% |
0.073 |
2.1% |
40% |
True |
False |
1,051 |
| 20 |
3.573 |
3.170 |
0.403 |
11.8% |
0.070 |
2.0% |
64% |
True |
False |
1,062 |
| 40 |
3.600 |
3.170 |
0.430 |
12.5% |
0.065 |
1.9% |
60% |
False |
False |
1,067 |
| 60 |
3.600 |
3.072 |
0.528 |
15.4% |
0.061 |
1.8% |
67% |
False |
False |
1,016 |
| 80 |
3.600 |
3.072 |
0.528 |
15.4% |
0.057 |
1.7% |
67% |
False |
False |
905 |
| 100 |
3.750 |
3.072 |
0.678 |
19.8% |
0.057 |
1.7% |
52% |
False |
False |
866 |
| 120 |
3.750 |
3.072 |
0.678 |
19.8% |
0.062 |
1.8% |
52% |
False |
False |
855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.236 |
|
2.618 |
3.981 |
|
1.618 |
3.825 |
|
1.000 |
3.729 |
|
0.618 |
3.669 |
|
HIGH |
3.573 |
|
0.618 |
3.513 |
|
0.500 |
3.495 |
|
0.382 |
3.477 |
|
LOW |
3.417 |
|
0.618 |
3.321 |
|
1.000 |
3.261 |
|
1.618 |
3.165 |
|
2.618 |
3.009 |
|
4.250 |
2.754 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.495 |
3.495 |
| PP |
3.472 |
3.472 |
| S1 |
3.450 |
3.450 |
|